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Most real optimization problems are defined over a mixed search space where the variables are both discrete and continuous. In engineering applications, the objective function is typically calculated with a numerically costly black-box…

Optimization and Control · Mathematics 2022-05-04 Jhouben Cuesta-Ramirez , Rodolphe Le Riche , Olivier Roustant , Guillaume Perrin , Cedric Durantin , Alain Gliere

With the widespread adoption of machine learning systems, the need to curtail their behavior has become increasingly apparent. This is evidenced by recent advancements towards developing models that satisfy robustness, safety, and fairness…

Machine Learning · Computer Science 2024-03-19 Juan Elenter , Luiz F. O. Chamon , Alejandro Ribeiro

We study randomized variants of two classical algorithms: coordinate descent for systems of linear equations and iterated projections for systems of linear inequalities. Expanding on a recent randomized iterated projection algorithm of…

Optimization and Control · Mathematics 2008-06-19 D. Leventhal , A. S. Lewis

We consider semi-infinite linear programs with countably many constraints indexed by the natural numbers. When the constraint space is the vector space of all real valued sequences, we show the finite support (Haar) dual is equivalent to…

Optimization and Control · Mathematics 2014-04-30 Amitabh Basu , Kipp Martin , Chris Ryan

One of my recent papers transforms an NP-Complete problem into the question of whether or not a feasible real solution exists to some Linear Program. The unique feature of this Linear Program is that though there is no explicit bound on the…

Computational Complexity · Computer Science 2010-03-08 Deepak Ponvel Chermakani

We study a class of quasi-variational inequality problems defined over infinite dimensional Banach space and deduce sufficient conditions for ensuring solutions to such problems under the upper semi-continuity and pseudomonotonicity…

Optimization and Control · Mathematics 2023-01-18 Asrifa Sultana , Shivani Valecha

We extend the notion of some energy-type expressions based on two sets, developed in the abstract potential theory. We also give the discretized version of the quantities defined, similar to Chebyshev constant. This extension allows to…

Optimization and Control · Mathematics 2016-11-10 Á. P. Horváth

The paper concerns the study of criticality of Lagrange multipliers in variational systems that has been recognized in both theoretical and numerical aspects of optimization and variational analysis. In contrast to the previous developments…

Optimization and Control · Mathematics 2018-08-14 Boris Mordukhovich , Ebrahim Sarabi

We prove an elementary yet useful inequality bounding the maximal value of certain linear programs. This leads directly to a bound on the martingale difference for arbitrarily dependent random variables, providing a generalization of some…

Functional Analysis · Mathematics 2007-05-23 Leonid Kontorovich

Grothendieck inequalities are fundamental inequalities which are frequently used in many areas of mathematics and computer science. They can be interpreted as upper bounds for the integrality gap between two optimization problems: a…

Optimization and Control · Mathematics 2014-06-03 Jop Briet , Fernando Mario de Oliveira Filho , Frank Vallentin

In this paper, we establish sufficient conditions for the existence of error bounds at infinity for lower semicontinuous inequality systems. We also show that the existence of an error bound at infinity of constraint systems plays an…

Optimization and Control · Mathematics 2023-11-06 Nguyen Van Tuyen

Matrix rank minimization problems are gaining a plenty of recent attention in both mathematical and engineering fields. This class of problems, arising in various and across-discipline applications, is known to be NP-hard in general. In…

Optimization and Control · Mathematics 2010-10-06 Yun-Bin Zhao

We investigate a generalized Lagrange multiplier system in a Banach space, called a mixed variational-hemivariational inequality (MVHVI, for short), which contains a hemivariational inequality and a variational inequality. First, we employ…

Functional Analysis · Mathematics 2019-03-18 Yunru Bai , Stanislaw Migorski , Shengda Zeng

This paper addresses problems of second-order cone programming important in optimization theory and applications. The main attention is paid to the augmented Lagrangian method (ALM) for such problems considered in both exact and inexact…

Optimization and Control · Mathematics 2021-07-07 Nguyen T. V. Hang , Boris S. Mordukhovich , M. Ebrahim Sarabi

Arithmetic complexity is considered simpler to understand than Boolean complexity, namely computing Boolean functions via logical gates. And indeed, we seem to have significantly more lower bound techniques and results in arithmetic…

Computational Complexity · Computer Science 2017-10-27 Klim Efremenko , Ankit Garg , Rafael Oliveira , Avi Wigderson

We introduce and study the infinite dimensional linear programming problem which along with its dual allows one to characterize the optimal value of the deterministic long-run average optimal control problem in the general case when the…

Optimization and Control · Mathematics 2018-05-08 Vivek S. Borkar , Vladimir Gaitsgory

Testing algorithms across a wide range of problem instances is crucial to ensure the validity of any claim about one algorithm's superiority over another. However, when it comes to inference algorithms for probabilistic logic programs,…

Logic in Computer Science · Computer Science 2020-09-14 Paulius Dilkas , Vaishak Belle

Linear complementarity problems are a powerful tool for modeling many practically relevant situations such as market equilibria. They also connect many sub-areas of mathematics like game theory, optimization, and matrix theory. Despite…

Optimization and Control · Mathematics 2022-02-25 Christian Biefel , Frauke Liers , Jan Rolfes , Martin Schmidt

In this paper, we investigate the possibility of improvement of the widely-used filtering algorithm for the linear constraints in constraint satisfaction problems in the presence of the alldifferent constraints. In many cases, the fact that…

Logic in Computer Science · Computer Science 2019-03-14 Milan Banković

In the article we present a general theory of augmented Lagrangian functions for cone constrained optimization problems that allows one to study almost all known augmented Lagrangians for cone constrained programs within a unified…

Optimization and Control · Mathematics 2024-09-11 M. V. Dolgopolik